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IAU vs. MTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. MTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Mettler-Toledo International Inc. (MTD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than MTD's -18.84% return. Both investments have delivered pretty close results over the past 10 years, with IAU having a 12.31% annualized return and MTD not far behind at 11.73%.


IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

MTD

1D
-0.86%
1M
9.68%
YTD
-18.84%
6M
-18.81%
1Y
-2.07%
3Y*
-4.98%
5Y*
-3.12%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. MTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
MTD
Mettler-Toledo International Inc.
-18.84%13.93%0.88%-16.08%-14.83%48.92%43.67%40.26%-8.71%48.01%

Correlation

The correlation between IAU and MTD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.05

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Return for Risk

IAU vs. MTD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

MTD
MTD Risk / Return Rank: 3535
Overall Rank
MTD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MTD Sortino Ratio Rank: 3232
Sortino Ratio Rank
MTD Omega Ratio Rank: 3232
Omega Ratio Rank
MTD Calmar Ratio Rank: 3838
Calmar Ratio Rank
MTD Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAU vs. MTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Mettler-Toledo International Inc. (MTD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUMTDDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.18

Calmar ratioReturn relative to maximum drawdown

0.99

-0.15

+1.14

Martin ratioReturn relative to average drawdown

2.83

-0.42

+3.25

IAU vs. MTD - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the MTD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IAU and MTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAU vs. MTD - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum MTD drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for IAU and MTD.


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Drawdown Indicators


IAUMTDDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-61.43%

+16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-31.90%

+7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-36.61%

+12.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-43.47%

+19.07%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-43.47%

+19.07%

Current Drawdown

Current decline from peak

-22.03%

-33.54%

+11.51%

Average Drawdown

Average peak-to-trough decline

-15.97%

-13.69%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

11.48%

-3.01%

Volatility

IAU vs. MTD - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while Mettler-Toledo International Inc. (MTD) has a volatility of 9.92%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than MTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

9.92%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

26.16%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

32.17%

-5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

32.15%

-13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

29.78%

-13.76%

Dividends

IAU vs. MTD - Dividend Comparison

Neither IAU nor MTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IAU and MTD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTD has higher volatility (9.92%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs MTD's -61.43%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IAU and MTD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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